Lead Data Modeler (credit Risk)

Fractal Analytics

10+ years credit risk modelling experience
Australian apra standards aps 112 113 220
Ifrs9 basel iii stress testing delivery
The role requires deep experience in credit risk modelling with a proven track record of leading complex projects like IFRS9 and Basel III

Job Summary

  • The role requires deep experience in credit risk modelling with a proven track record of leading complex projects like IFRS9 and Basel III.
  • Candidates must possess in-depth practical knowledge of Australian regulatory requirements, specifically APRA standards APS 112, 113, and 220.
  • Fractal Analytics seeks a leader to empower imagination with intelligence while managing credit risk frameworks for Fortune 500 clients.

Matching Summary

The role requires deep experience in credit risk modelling with a proven track record of leading complex projects like IFRS9 and Basel III.

Skills & Requirements

Must-have

  • 10+ years credit risk modelling experience
  • Australian APRA standards APS 112 113 220
  • IFRS9 Basel III Stress Testing delivery
  • PD LGD EAD model framework building
  • Retail and Wholesale portfolio expertise

Nice-to-have

  • Offshore or distributed team leadership
  • Mentoring analytics teams
  • Passion for customer focus
  • Quantitative finance background

Key Requirements

  • 10+ years core experience in credit risk
  • Banking or financial services industry background
  • Expertise in PD, LGD, EAD models
  • Statistical testing and stability metrics knowledge

Work Rights

Not specified

Tailored Resume

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